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In UX research, the 'Data Type' refers to the kind of information you are trying to collect. Think of it as choosing between understanding the human story behind a problem versus measuring the mathematical scale of that problem.
The 'Research Stage' indicates where your product or feature is in its lifecycle.
A 'Research Method' is the specific technique you use. Once you identify your Data Type and Stage, choosing a method is simply grabbing the right tool from your toolbox.
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Data Type
Research Stage
Research Method